To prepare the chicken sliders, in a large bowl, whisk together the mustard, Worcestershire, garlic, lemon juice and 2 teaspoons pepper. Stream in the olive oil, whisking constantly until emulsified. Transfer half of the marinade to a small bowl, then whisk in the mayonnaise and cornichons; season the dressing to taste with salt. Set aside until ready to assemble the sandwiches (refrigerate the dressing if you marinate the chicken for more than 30 minutes).

Season the chicken on both sides with salt. Place in the bowl with the remaining marinade and turn to coat. Let stand at room temperature, turning occasionally, for 30 minutes, or cover and refrigerate for up to 4 hours.

Prepare a medium-hot fire in a grill. Lightly oil the grill grate.

Remove the chicken from the marinade; discard the marinade. Grill the chicken, turning halfway through, until deeply browned and cooked through, 8 to 10 minutes. Transfer to a platter and let rest for 5 minutes.

Meanwhile, grill the buns, cut sides down, until lightly toasted, about 30 seconds. Transfer to the platter with the chicken.

Spread the cut sides of the buns with the reserved dressing. Place the chicken on the bottom buns, top with the fennel salad (recipe below) and close with the top buns.

To prepare the fennel salad, in a bowl, toss together the sliced fennel, fennel fronds, basil, olive oil and lemon juice. Season to taste with salt and pepper.